(mt notes)
Whether used during the design
phase of high-performance
craft such as the trimaran
Adastra, or with commercial or
naval vessels, optimization can
result in better understanding
of the design space. Photo
courtesy John Shuttleworth
Yacht Designs Ltd.
Effective Optimization
How numerical optimization tools enable improved design performance
O
BY MATTHEW COLLETTE ptimization is a powerful tool to help naval archi-
tects transform increasingly complex numerical
engineering models into a better understanding
of the design space and improved design perfor-
mance. The use of formal numerical optimization within
marine design has now become commonplace for a wide
range of vessels, addressing resistance, seakeeping, struc-
tural weight, and producibility. This growth in use has
been mirrored by a rapid growth within the optimiza-
tion community, with new optimization formulations
and design strategies appearing regularly. Our purpose
here will be to briefly review and contrast several of the
more established approaches for optimization.
Optimization can be seen as one type of model-
based design. In this approach, one or more performance
parameters of interest are first identified. These param-
eters become the objective functions of the optimization
process. A numerical model is then built that links design
parameters describing the design to the designs objective
functions. Example models could include computational
fluid dynamics calculations for resistance, or economic
models for vessel performance. Any applicable con-
straints, such as cost limits or regulatory compliance
requirements, also must be identified and included in
this model. Finally, a suitable optimizer is coupled to
this setup; the optimizer strategically modifies the design
parameters to deliver the best objective performance
(18) marine technology July 2014
possible. At the end of this process, the correspond-
ing design parameters are used as a baseline for further
design iterations and refinement.
While powerful optimization approaches exist, they
are not a replacement for a coherent overall design strat-
egy. Rather, optimization is best viewed as a tool to be
used within a wider design strategy. Additionally, like any
engineering tool, optimization is based on a number of
assumptions and idealization. Successful application of
optimization requires expert judgment in several areas.
Judgment is required in selecting appropriate perfor-
mance measures and constraints and turning them into
objective functions that can be modeled. As the objective
functions and constraints provide the only feedback to
the optimizer itself, it is essential that they include all the
relevant design consideration for the problem at hand.
Constructing the model also requires judgment, as an
acceptable balance of accuracy and speed is necessary.
Finally, the selection of the optimizer itself also is
important. The perfect optimizer does not exist; all opti-
mizers today fundamentally trade efficiency for design
space search power. Additionally, there is no way to
guarantee that the globally optimal design solution has
been located for complex design problems. Selecting a
correct optimizer for the type of design space and model
used is essential to fully maximizing performance.
We will first explore the formulation of the objective
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functions and model, followed by the types formulation, the preference function on the type of optimizer selected, the con-
of optimizers available today. While were measures the distance in objective func- straint may be incorporated directly into the
exploring these topics sequentially here, tion space from the ideal solution to the objective function formulation in a penalty
decisions made on each topic are in fact achieved solutions on the Pareto front function approach. In this type of approach,
linked in practice. and prefers the solution with the shortest as constraints boundaries are approached or
distance. In a min-max formulation, the violated, the objective functions are artificially
Objective functions preference function seeks to make each worsened so that the infeasible region beyond
and model formulation objective function sacrifice an equal per- the constraint boundary is unpreferred com-
The model linking the problem design centage of their utopian performance. A pared to the feasible domain. While simple
parameters to the objective functions is goal-programming approach may also be and effective, such penalty functions often
a key part of any optimization process. used where individual targets are specified require several tuning runs to develop ade-
Formulation of this model should start by for each objective function and the prefer- quate penalty magnitudes for successful
considering what objective functions are ence function measures how close these optimization. More recent optimizers inde-
relevant to the decisions being made as targets are to obtainment. pendently consider constraints to avoid the
part of the overall design process. In the In addition to the objective function, any iterative nature of penalty functions.
most straightforward case, only a single relevant constraints must also be formulated A final consideration in model formula-
objective, such as cost, profit, or resistance, for the model. These constraints represent tion is to evaluate the need for a surrogate
needs to be considered. However, many limits on types of solutions the optimizer can model, or meta-model of the problem. This
design decisions revolve around finding the consider, such as minimum strength, stabil- technique is widely used when an accu-
correct tradeoff between conflicting design ity, or performance requirements. Depending rate computational model of one or more
objectives. In this case, a multi-objective
formulation becomes necessary. As soon
as there is more than one objective, a deci-
sion has to be made if the model is to support What are USCG/IMO
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trade-space exploration or to support deter-
mining a single, balanced, optimal design.
If exploration is the focus of the model,
the individual objective functions will be
solved independently, and a multi-objec-
tive optimizer can be used to find the Pareto
front corresponding to this model. The
Pareto front represents the fundamental
trade space of the problem; for each solu-
tion on the front, it is not possible to further
improve any single objective without sacri-
ficing performance in other objectives.
Alternatively, the various objective
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www.sname.org/sname/mt July 2014 marine technology (19)

 Effective Optimization continued
In a min-max formulation, the preference function
seeks to make each objective function sacrifice an equal
percentage of their utopian performance.
objective function or constraint is too time-
consuming or difficult to directly couple to
an optimizer. Instead, a rapid surrogate, or
replacement, computational model is con-
structed to be used in the optimization
process. There are various surrogate model
forms that are commonly used, including
polynomial response surfaces, radial basis
functions, artificial neural networks, and
Gaussian process models (also known as
Kriging models). Each of these approaches
is fundamentally regressiona simplified
mathematical function is being fitted to
data generated by the time-consuming full
model. Then the surrogate model can be
coupled to the optimizer and used in place
of the full model to drive the optimization
process. As the surrogate model is only an
approximation of the full model, it is nor-
mally necessary to perform checking and
validation on the surrogate at several points
as the optimization process proceeds, to
ensure it is accurate enough for the prob-
lem at hand. Normally, several refinements
of the surrogate model may be necessary in
the course of an optimization process.
Optimizer selection
The model represents only half the opti-
mization problem. An efficient method of
varying the design parameters to maximize
the performance of the objective functions
is also needed. Such a method is referred to
as an optimizer, and the selection of an opti-
mizer has a significant impact on the time
required and performance of the overall
optimization process. There are two broad
categories of optimizers: classical optimiz-
ers and stochastic optimizers. In general,
classical optimizers are faster to converge
(20) marine technology July 2014
than stochastic optimizers, but have lower
global search power and robustness than
the stochastic optimizers.
Classical optimizers are the most
well-known optimization techniques. If
the objective function space is viewed as
a type of landscape, they attempt to locate
the most directly accessible mountaintop
or valley bottom (for example, the max-
ima or minima of the objective functions)
from their current location on the land-
scape. Classical optimizers can be further
divided into two sub-typessearch and
gradient methodsdepending on how
to view this landscape. The search meth-
ods build up a concept of the slope of the
landscape space by comparing objective
function evaluations at different locations.
They do not require direct calculations of
the gradients of the objective function at
these sampling points. With this data, they
plan which combination of design param-
eters to try next to improve the designs
current performance.
Search methods include the Nelder-Mead
and Powell methods. Gradient methods
require both the objective function evalua-
tion and the gradient at each point considered;
however, by intelligently using the gradient
information, they can usually converge faster
and more precisely than search methods.
Recent examples of gradient-based methods
include sequential quadratic programming
methods, which can efficiently solve problems
with complicated objective functions and con-
straints. When efficient methods of evaluating
gradients are available, gradient methods have
been demonstrated to solve complex optimi-
zation problems with 200-400 design variables
in the aerospace community.
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 (mt notes)

A potential disadvantage of classical enabled the development of effective multi- of MDO approaches have been proposed
methods is that they try to find the most objective optimizers where each member to date, and many frameworks are under
directly accessible maxima or minima of the of the population is pushed to converge to active research development to further
objective function from their starting point. a different location along the Pareto front. improve their performance.
Thus, they are prone to getting trapped in This results in a comprehensive definition Optimization is a powerful tool for
locally optimal region, and do not have of the Pareto front, which is very useful for use within a design framework. Setting
significant global search power to handle trade studies. up a successful optimization analysis
design spaces where there are many max- A final optimization approach that can requires attention to both the model used
ima or minima. Additionally, non-smooth or be taken for very large problems is that of to inform the optimizer, and the selec-
non-continuous objective functions, as well multi-disciplinary optimization (MDO). tion of the optimizer itself. For each, there
as discrete input variables, can be challeng- In this type of approach, a large optimiza- are a number of well-developed alterna-
ing to these types of formulations. tion problem is broken down into smaller, tives for specific problem types and design
The stochastic optimization methods discipline-based optimization problems. objectives. When such methods are suc-
trade some efficiency and convergence prop- Optimization proceeds by a hierarchy of cessfully matched to the design problem
erties for improved global search power and cooperative optimizerstypically one at hand, optimization can lead to a bet-
robustness in the face of discontinuous or working at the global problem level and ter understanding of the design space
discrete problem formulations. Examples of one working on each discipline. Such a and improved design performance. MT
these methods include genetic algorithms, distributed framework often can often
particle swarm optimization, and simulat- solve large optimization problems faster Matthew Collette is an assistant professor of naval architec-
ing annealing. In general, these methods than a monolithic optimizer. A variety ture and marine engineering at the University of Michigan.
only require the ability to compare to poten-
tial solutions to the optimization problem
and decide which one is better. They make
no assumptions about gradients or search
directions. Instead, they generate new and
hopefully improved solutions by mimicking
processes inspired by natureevolution in
the case of genetic algorithm, swarm or flock
behavior in the case of the particle swarm
optimizer, and the annealing of metals in
the case of simulating annealing. As these
processes involve an element of chance in
nature, these methods typically use quasi-
random numbers generated by a computer
in their search formulations, leading to the
stochastic moniker for this class of algorithm.

Globally optimal
While no method can guarantee completely
effective global search, these algorithms
are fairly tolerant of design spaces where
there are many competing locally opti-
mal points in that the methods often are
able to find most of these points and deter-
mine which one is truly globally optimal.
Additionally, many of these methods are
population-based, in that they search
from a population of individual candidate
solutions. This population formulation has

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